+3,826.6%
COF vs DRI
+8,063.5%
-4,236.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.4% | +1.1% | -4.4% | -3.9% |
| 30D | +0.4% | +9.7% | -9.3% | -4.1% |
| 3M | -12.5% | +3.2% | -15.7% | -14.4% |
| 6M | +8.3% | +20.6% | -12.3% | -2.0% |
| YTD | -18.6% | +28.3% | -46.8% | -29.0% |
| 1Y | -8.6% | +34.5% | -43.2% | -22.2% |
| 3Y | +94.7% | +66.5% | +28.1% | +47.3% |
| 5Y | +35.3% | +79.6% | -44.3% | -1.3% |
| 10Y | +185.1% | +333.8% | -148.6% | +31.1% |
| All | +3,826.6% | +8,063.5% | -4,236.8% | +631.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling